So interesting thread and a few points:
LI batteries don't explode they deflagrate (has to do with the speed of the reaction and resulting release of energy - deflagration is slightly slower than an explosion but still violent); fireworks explode so the difference between release of energy and gases is slightly different. Remember that in the case of batteries that they produce a LOT of off gassing during a thermal event (estimate one liter of gas for every watt hour of capacity) meaning whatever enclosure you choose it must have the capability to vent overpressure off gassing or it may become pressurized and fail.
Battery failures often result in the ejection under pressure of molten metal and other hot materials that can be propelled at a great distance and spread the fire (frag).
At present there is really no established standard (e.g.: UL, FM or other standards agency) to test or evaluate protective bags or storage containers for batteries but they are under development. There is a lot of activity in the R&D of these devices/containment systems but be careful as it is largely unregulated (in the US at least). Do not be confused by shipping containers, they serve a completely different purpose and are designed to only contain a thermal event for batteries at 30%SOC (state of charge) or less
I did find an interesting company that makes thermally protected containers that might be a good fit for UAS users and stopped and looked at their stuff recently at a fire protection conference. They look well made but as in the case of anything new I always am cautions and they are not cheap but do show testing that contains the gas and thermal release of batteries in thermal runaway at 100% state of charge..
One container they make that looks promising is a sleeve that will hold several battery modules, or a tablet or laptop and is rated to .3KWH (300 watts). The largest DJI inspire battery is around 100 watt hours so it could hold three of those safely.
Here is a link to their web site if you wish to learn more:
SafeSLEEVE KULR Technology
The best guidance out there for battery safety is to INSPECT every time you use or charge, pull them from service and replace if they show ANY discoloration, bulging, or emit odors, charge ONLY when your present (and awake) and in a place that will not block your means of egress (the way out in case of fire). Only use OEM batteries and chargers, do not MODIFY or REBUILD battery packs.
Good discussion, keep talking and fly safe!